Restrict your scope. Start with a narrow campaign setting - one clan, one town, one dungeon even. Learn what you need to know about that, and integrate other stuff as it comes up. You only need to stay a step ahead of the players. Once your little corner of Glorantha starts to make sense, the other parts will also start to fall into place.
If you're running a Sartarite campaign, frex, you only need to understand what's in Thunder Rebels. Really.
This is one of the nice things about subjectivity BTW - even the narrator can assume a myopic culturally biased point of view.
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